+73.5%
CART vs NYT
+75.9%
-2.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +1.2% | +9.0% | -7.8% | -0.4% |
| 30D | +17.8% | +6.8% | +10.9% | +16.4% |
| 3M | +20.7% | +12.1% | +8.6% | +18.3% |
| 6M | +49.7% | -7.7% | +57.5% | +51.0% |
| YTD | +30.0% | +4.2% | +25.8% | +27.4% |
| 1Y | +48.4% | +14.3% | +34.0% | +42.2% |
| 3Y | +132.0% | +69.8% | +62.2% | +83.5% |
| All | +73.5% | +75.9% | -2.4% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling